+14,551.4%
NVDA vs STLA
+51.6%
+14,499.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -4.3% | -3.8% | -0.5% | -2.8% |
| 30D | +0.5% | -3.1% | +3.6% | +1.5% |
| 3M | +9.1% | -19.6% | +28.7% | +18.2% |
| 6M | +18.5% | -23.5% | +41.9% | +30.5% |
| YTD | +17.4% | -51.5% | +68.9% | +51.4% |
| 1Y | +23.4% | -39.7% | +63.1% | +41.2% |
| 3Y | +380.6% | -66.3% | +446.9% | +575.7% |
| 5Y | +875.7% | -63.1% | +938.9% | +1,191.6% |
| All | +14,551.4% | +51.6% | +14,499.8% | +11,377.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling